BVT Call 135 ROST 20.12.2024
/ DE000VD36HU2
BVT Call 135 ROST 20.12.2024/ DE000VD36HU2 /
| 2024-11-12 8:29:20 AM |
Chg.-0.10 |
Bid9:03:06 PM |
Ask9:03:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-8.77% |
0.97
Bid Size: 53,000 |
0.98
Ask Size: 53,000 |
Ross Stores Inc |
135.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD36HU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
0.69 |
| Time value: |
0.37 |
| Break-even: |
137.20 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.70 |
| Theta: |
-0.08 |
| Omega: |
8.82 |
| Rho: |
0.09 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.05% |
| 1 Month |
|
|
+6.12% |
| 3 Months |
|
|
-15.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
0.81 |
| 1M High / 1M Low: |
1.66 |
0.81 |
| 6M High / 6M Low: |
2.65 |
0.81 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.40% |
| Volatility 6M: |
|
183.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
